Improving the Results and Efficiency of My Options Trading GA

Anthony Morast
DataDrivenInvestor
Published in
7 min readJun 3, 2021

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Photo by Tolga Ulkan on Unsplash

In a previous post, I wrote about a genetic algorithm (GA) whose goal is to find stocks that could potentially create a promising put-selling portfolio. Currently, the GA searches through stocks that offer weekly options and tries to build a portfolio with three objectives:

  1. Maximize the premium earned when selling the options

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I am a professional software engineer and an amateur mathematician. My main interests are programming, machine learning, fluid dynamics, and a few others.